International Business Cycle: Does Trade Matter?

Picci, Lucio (1995) International Business Cycle: Does Trade Matter? Bologna: Dipartimento di Scienze economiche DSE, p. 29. DOI 10.6092/unibo/amsacta/5081. In: Quaderni - Working Paper DSE (232). ISSN 2282-6483.
Full text disponibile come:
[thumbnail of 232.pdf]
Anteprima
Documento di testo(pdf)
Licenza: Creative Commons Attribution Non-commercial 3.0 (CC BY-NC 3.0)

Download (135kB) | Anteprima

Abstract

This paper addresses the question of whether trade interdependencies are significant in explaining the international synchronization of business cycles, or "international business cycles". Using an econometric framework that combines the concept of separate cointegration (Granger an Konishi, 1992) with that of common feature analysis (Engle and Kozicki, 1993; Vahid and Engle, 1993), we are able to formulate meaningful ways of characterizing the links between trade flow dynamics and international output dynamics. We conclude that trade interdependencies do have an effect in explaining the international business cycle.

Abstract
Tipologia del documento
Monografia (Working paper)
Autori
AutoreAffiliazioneORCID
Picci, Lucio
Settori scientifico-disciplinari
ISSN
2282-6483
DOI
Data di deposito
05 Mag 2016 10:43
Ultima modifica
05 Mag 2016 10:43
URI

Altri metadati

Statistica sui download

Statistica sui download

Gestione del documento: Visualizza il documento

^